deribit_basis_discount_long_24h

not live
70
closed trades
37%
win rate
-199.03
total pnl ($)
0.706
weight
7d window — n=15 wr=33% pnl=-87.85  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 70 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 22:43BTCBuy60523→59032.5-12.78stop_loss
06-28 03:41BTCBuy59446→60177+5.70timeout
06-27 20:56BTCBuy59340→60249+7.33timeout
06-27 18:56BTCBuy59497→60520+8.19timeout
06-27 16:57BTCBuy59268→60762+12.13timeout
06-27 14:52BTCBuy59700→60582+6.94timeout
06-26 02:21BTCBuy59836→58346.9-12.89stop_loss
06-25 13:57BTCBuy59830→58333.9-12.87stop_loss
06-25 13:51BTCBuy60673→59180.4-12.68stop_loss
06-25 13:48BTCBuy60765→59267.4-12.73stop_loss
06-25 13:48BTCBuy60849→59333.4-12.85stop_loss
06-25 13:48BTCBuy60940→59417.3-12.90stop_loss
06-24 17:47BTCBuy60561→59067.5-12.77stop_loss
06-24 16:51BTCBuy61278.1→59749.1-12.91stop_loss
06-24 13:48BTCBuy62778.1→61233.3-12.75stop_loss
06-17 22:03BTCBuy65574.3→63956.8-12.78stop_loss
06-17 19:29BTCBuy66057.3→64415.6-12.89stop_loss
06-17 08:39BTCBuy66624.3→64985.2-12.80stop_loss
06-17 08:31BTCBuy66791.3→65147.2-12.81stop_loss
06-17 07:53BTCBuy66876.3→65230.1-12.72stop_loss
06-16 10:14BTCBuy64507.2→66509.7+14.97timeout
06-16 04:06BTCBuy64504.2→66214.7+12.90timeout
06-15 16:10BTCBuy64443.2→67273.6+21.43take_profit
06-15 15:47BTCBuy64304.2→67156.6+21.71take_profit
06-15 12:50BTCBuy63764.2→66563.7+21.52take_profit
06-14 16:23BTCBuy63804.2→64091.8+1.72timeout
06-14 09:49BTCBuy63811.2→64541.8+5.18timeout
06-14 04:36BTCBuy63720.2→64431.8+5.23timeout
06-14 02:20BTCBuy63611.2→64606.8+7.40timeout
06-13 18:19BTCBuy63529.2→64045.8+3.57timeout
06-12 15:09BTCBuy61967.1→64078.8+16.43timeout
06-12 08:16BTCBuy61661.1→63357.8+13.09timeout
06-11 19:30BTCBuy61144.1→63831.8+21.35take_profit
06-11 18:01BTCBuy61052.1→63732.8+21.36take_profit
06-11 16:40BTCBuy60809→62678.9+14.80timeout
06-09 14:46BTCBuy62747.1→61204.3-12.77stop_loss
06-09 14:29BTCBuy63072.2→61521.1-12.77stop_loss
06-09 14:21BTCBuy63174.2→61618.1-12.77stop_loss
06-09 14:20BTCBuy63261.2→61705-12.77stop_loss
06-09 13:36BTCBuy63704.2→62115.8-12.90stop_loss
06-09 06:20BTCBuy61780.1→63396.8+12.53timeout
06-07 22:14BTCBuy61034.1→63713.8+21.52take_profit
06-07 22:14BTCBuy60724→63389.8+21.51take_profit
06-07 22:14BTCBuy60740→63406.8+21.51take_profit
06-07 22:14BTCBuy60602→63262.8+21.51take_profit
06-07 05:18BTCBuy59458→62070.9+21.56take_profit
06-06 04:20BTCBuy61439.1→59928-12.75stop_loss
06-05 18:52BTCBuy60901→59403.3-12.76stop_loss
06-05 18:37BTCBuy61422.1→59911-12.76stop_loss
06-05 14:26BTCBuy61844.1→60321.8-12.75stop_loss
06-05 14:06BTCBuy61968.1→60438.7-12.79stop_loss
06-05 13:58BTCBuy62281.1→60744.6-12.79stop_loss
06-05 13:57BTCBuy62374.1→60837.5-12.77stop_loss
06-05 06:23BTCBuy62757.1→61213.3-12.69stop_loss
06-05 06:21BTCBuy63112.2→61560.1-12.74stop_loss
06-05 06:18BTCBuy63353.2→61795-12.67stop_loss
06-05 06:16BTCBuy63437.2→61874-12.73stop_loss
06-05 06:03BTCBuy63548.2→61980.9-12.73stop_loss
06-05 03:02BTCBuy63981.2→62405.7-12.74stop_loss
06-04 11:10BTCBuy63767.2→62198.8-12.72stop_loss
06-04 10:49BTCBuy63805.2→62235.8-12.73stop_loss
06-04 01:22BTCBuy64178.2→62599.6-12.75stop_loss
06-04 00:29BTCBuy64977.2→63379.1-12.74stop_loss
06-03 23:38BTCBuy65858.3→64234.7-12.78stop_loss
06-03 23:03BTCBuy66206.3→64572.5-12.79stop_loss
06-03 19:52BTCBuy67121.4→65471-12.76stop_loss
06-03 19:52BTCBuy67122.4→65471-12.79stop_loss
06-03 16:27BTCBuy67185.4→65531.9-12.77stop_loss
06-03 03:50BTCBuy67232.4→65576.9-12.77stop_loss
06-03 03:39BTCBuy67584.4→65920.7-12.76stop_loss

Paper vs Live

Paper (trades.jsonl)
70
closed
37%
win rate
-199.03
total pnl ($)
-56.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7037%-56.7-199.03

Recent bounces (last 20 of 1)

timesymsidereason
06-29 11:38BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems